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Dealing_with_Several_Variables

The document discusses the concept of partial derivatives in multivariable functions, specifically focusing on maximizing a function of two variables, z = f(x, y). It explains how to find critical points using simultaneous equations derived from partial derivatives and introduces the Second Derivative Test for determining the nature of these critical points. The document also touches on the extension of these concepts to functions with more than two variables and the use of the Hessian for analysis.

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Veer Patel
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6 views12 pages

Dealing_with_Several_Variables

The document discusses the concept of partial derivatives in multivariable functions, specifically focusing on maximizing a function of two variables, z = f(x, y). It explains how to find critical points using simultaneous equations derived from partial derivatives and introduces the Second Derivative Test for determining the nature of these critical points. The document also touches on the extension of these concepts to functions with more than two variables and the use of the Hessian for analysis.

Uploaded by

Veer Patel
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Partial

Derivatives
&
Multivariable
Functions
A 2-Variable Function
Some questions
• The surface shown on the preceding slide depicts a
function of two variables – 𝑓(𝑥, 𝑦) or 𝑧 = 𝑓(𝑥, 𝑦) .
• Some choice of 𝑥, 𝑦 will maximize 𝑧 = 𝑓 𝑥, 𝑦 .
• How can we find this value?
• Can we use a similar approach to the case 𝑦 = 𝑓 𝑥 ?
• What if 3 or 4 or, in general, 𝑛 variables are involved?
Some Problems with Answers
• Before the notions of “maximal” and “minimal” were
supported by considering the “gradients of lines
touching a point”.
• When this gradient was 0 we could justify the point
as critical since the line concerned was “horizontal”:
small changes would result in positive (increasing)
lines and negative (decreasing) lines.
• For two or more variables we can no longer, safely,
use this analogy.
A Different Approach
• Consider a function such as 𝑧 = − 3𝑥 2 + 2𝑦 2 + 𝑥𝑦 .
• What are the value(s) of 𝑥 and 𝑦 which maximize 𝑧?
• Are there, in fact, any such values?
• and, if so, how do we find them?
• We use the concept of partial derivative to do this.
Partial Derivatives
Consider again the function 𝑧 = − 3𝑥 2 + 2𝑦 2 + 𝑥𝑦 .
1. We need value(s) of 𝑥 and 𝑦 which maximize 𝑧.
2. We know 𝑥 to maximize 𝑧 when 𝑦 is fixed
3. We know 𝑦 to maximize 𝑧 when 𝑥 is fixed
4. But we want to do things simultaneously.
5. Assume that 𝑦 is fixed and find the “right” 𝑥.
6. Assume that 𝑥 is fixed and find the “right” 𝑦.
7. (2) and (3) yield simultaneous equations.
Deriving the system of equations
Consider again the function 𝑧 = − 3𝑥 2 + 2𝑦 2 + 𝑥𝑦 .
1. Assume that 𝑦 is fixed and find the “right” 𝑥.
Meaning: differentiate 𝑓(𝑥, 𝑦) “as if 𝑦 was a constant”
𝑓𝑥 𝑥, 𝑦 = − 6𝑥 + 𝑦
2. Assume that 𝑥 is fixed and find the “right” 𝑦.
Meaning: differentiate 𝑓(𝑥, 𝑦) “as if 𝑥 was a constant”
𝑓𝑦 𝑥, 𝑦 = −(4𝑦 + 𝑥)
3. Now find the values of 𝑥, 𝑦 for which 𝑓𝑥 𝑥, 𝑦 = 0
AND 𝑓𝑦 𝑥, 𝑦 =0: that is, solve the simultaneous
equations.
A Bit of notation
• For functions 𝑧 = 𝑓(𝑥, 𝑦) we have:
𝑓𝑥 𝑥, 𝑦 : the (first) partial derivative of 𝑓(𝑥, 𝑦) wrt 𝑥
𝑓𝑦 𝑥, 𝑦 : the (first) partial derivative of 𝑓(𝑥, 𝑦) wrt 𝑦
Also used are:
𝜕𝑧 𝜕𝑧
;
𝜕𝑥 𝜕𝑦
• z = 𝑓(𝑥1 , 𝑥2 , … , 𝑥𝑘 , … , 𝑥𝑛 )
𝜕𝑧
𝜕𝑥𝑘
For 𝑧 = − 3𝑥 2 + 2𝑦 2 + 𝑥𝑦
• 𝑓𝑥 𝑥, 𝑦 = − 6𝑥 + 𝑦
• 𝑓𝑦 𝑥, 𝑦 = −(4𝑦 + 𝑥)
−6𝑥 − 𝑦 = 0
−𝑥 − 4𝑦 = 0
• Only solution is: 𝑥 = 0 ; 𝑦 = 0
• − 3𝑥 2 + 2𝑦 2 + 𝑥𝑦 is maximized at the point 0,0 .
• Q: How do we know this is a maximum?
• A: We need an analogue of The Second Derivative Test.
The Second Derivative Test with 2 variables
• This is similar, but rather more involved.
• Problem 1: With 2 variables there are 4 possible
forms of “second order” partial derivative.
• Problem 2: with 𝑛 variables there are 𝑛2
• Problem 3: how do we “combine” these?
• The 4 Forms: 𝑓𝑥𝑥 , 𝑓𝑥𝑦 , 𝑓𝑦𝑥 , 𝑓𝑦𝑦 or
𝜕2 𝑧 𝜕2 𝑧 𝜕2 𝑧 𝜕2 𝑧
, , ,
𝜕𝑥 2 𝜕𝑥𝜕𝑦 𝜕𝑦𝜕𝑥 𝜕𝑦 2
Interpretation
• 𝑓𝑥𝑥 means “the (partial) derivative of 𝑓𝑥 wrt 𝑥”
• 𝑓𝑥𝑦 means “the (partial) derivative of 𝑓𝑦 wrt 𝑥”
• 𝑓𝑦𝑥 means “the (partial) derivative of 𝑓𝑥 wrt 𝑦”
• 𝑓𝑦𝑦 means “the (partial) derivative of 𝑓𝑦 wrt 𝑦”
• For 𝑓 𝑥, 𝑦 = − 3𝑥 2 + 2𝑦 2 + 𝑥𝑦 :
𝑓𝑥𝑥 = −6 ; 𝑓𝑥𝑦 = −1 ; 𝑓𝑦𝑥 = −1 ; 𝑓𝑦𝑦 = −4
• In general: 𝑓𝑥𝑦 and 𝑓𝑦𝑥 are identical functions.
Using the Test
• .There is a precondition:
2
(𝑓𝑥𝑥 𝑓𝑦𝑦 − 𝑓𝑥𝑦 )(𝛼, 𝛽) > 0
• if 𝑓𝑥𝑥 𝛼, 𝛽 > 0 the point is a minimum.
• if 𝑓𝑥𝑥 𝛼, 𝛽 < 0 the point is a maximum
• if 𝑓𝑥𝑥 𝛼, 𝛽 = 0 no conclusion can be made.
• There is a sophisticated extension for 𝑛 variables called
The Hessian. (see textbook pages 168-9)
• A more detailed two variable case may be found on
pages 169 – 173 of the module text.

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